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Estimating the fractional order of integration of interest rates using a wavelet OLS estimator
Tkacz, Greg - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 5 (2001) 2, pp. 19-32
Persistent link: https://www.econbiz.de/10009949759
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An uncertain past : data revisions and monetary policy in Canada
Tkacz, Greg - In: Bank of Canada review (2009/10) 2, pp. 41-51
Persistent link: https://www.econbiz.de/10009904365
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A consistent bootstrap test for conditional density functions with time-series data
Li, Fuchun; Tkacz, Greg - In: Journal of econometrics 133 (2006) 2, pp. 863-886
Persistent link: https://www.econbiz.de/10007287899
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Testing for asymmetry in the link between the yield spread and output in the G-7 countries
Galbraith, John W.; Tkacz, Greg - In: Journal of international money and finance 19 (2000) 5, pp. 657-672
Persistent link: https://www.econbiz.de/10006906444
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Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General Equilibrium Framework
Lam, Jean-Paul; Tkacz, Greg - In: Swiss journal of economics and statistics 140 (2004) 1, pp. 89-126
Persistent link: https://www.econbiz.de/10006504612
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Forecast content and content horizons for some important macroeconomic time series
Galbraith, Johnw; Tkacz, Greg - In: The Canadian journal of economics 40 (2007) 3, pp. 935-953
Persistent link: https://www.econbiz.de/10007754868
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Inflation changes, yield spreads, and threshold effects
Tkacz, Greg - In: International review of economics & finance : IREF 13 (2004) 2, pp. 187-200
Persistent link: https://www.econbiz.de/10007650448
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Combining forecasts with nonparametric kernel regressions
Li, Fuchun; Tkacz, Greg - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 4
Persistent link: https://www.econbiz.de/10009949829
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Discussion paper "Credit, asset prices, and financial stress"
Claessens, Stijn - In: International journal of central banking : IJCB 5 (2009) 4, pp. 123-129
Persistent link: https://www.econbiz.de/10010006871
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Credit, asset prices, and financial stress
Misina, Miroslav; Tkacz, Greg - In: International journal of central banking : IJCB 5 (2009) 4, pp. 95-122
Persistent link: https://www.econbiz.de/10010006872